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RAITHEL INVESTMENTS, INC.
Target Volatilty

  • CTA Name : Raithel Investments, Inc.
  • Program Name : Target Volatilty
  • Start Date : 2000-02-01
  • Trading Strategy
  • Systematic : 100%
  • Discretionary : 0%
  • Fundamental : -
  • Technical : Yes
  • Diversified Market Strategy : -
  • Sector Specific Strategy : Yes
  • Trade Duration
  • Long-Term : -
  • Mid-Term : Yes
  • Short-Term : -
  • Multi-Term : -
  • Markets Traded
  • Stock Index : Yes
  • Interest Rates : -
  • Currencies : -
  • Metals : -
  • Energy : -
  • Grains : -
  • Meats : -
  • Softs : -

Raithel Investments, Inc.

Target Volatilty


PERFORMANCE DATA AVAILABLE FOR THIS PROGRAM - CLICK HERE TO VIEW

PLEASE NOTE: PERFORMANCE FROM 2/2000 TO 3/2003 AND FROM 2/2004 TO 8/2005 ARE FROM ADVISORS PROPRIETARY ACCOUNT AND ARE NET OF FEES ACTUALLY PAID. The program is a non-directional or trend following system. It has the ability to be successful regardless of direction of the S&P Future, up or down. It trades volatility in the S&P Futures market and makes adjustments as volatility increases or decreases based on a quantitative trading system. The programís methodology is a proprietary, systematic, dynamic net option strangle selling program designed to capture premium decay as indicated above. The program is technical as opposed to fundamental in nature, and is fully quantified utilizing a number of parameters and algorithms. These include, among others, various volatility measures of the volatility of the S&P 500 index itself, methodology used to determine which options to sell, what quantity and expiration month to utilize, and other quantitative determinants, including the determination of exits when necessary whenever a position moves adversely. Whereas past performance is not necessarily indicative of future results, it is believed that the performance of this program since August 2002, particularly given the overall movement and changing volatility of the underlying S&P 500 index, offers a reasonable return comparison, particularly as related to the overall return of the S&P 500 during the same period.



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